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The Reflectionless Properties of Toeplitz Waves and Hankel Waves: An Analysis via Bessel Functions

Author

Listed:
  • Kevin Burrage
  • Pamela Burrage
  • Shev MacNamara

    (University of Technology Sydney)

Abstract

We study reflectionless properties at the boundary for the wave equation in one space dimension and time, in terms of a well-known matrix that arises from a simple discretisation of space. It is known that all matrix functions of the familiar second difference matrix representing the Laplacian in this setting are the sum of a Toeplitz matrix and a Hankel matrix. The solution to the wave equation is one such matrix function. Here, we study the behaviour of the corresponding waves that we call Toeplitz waves and Hankel waves. We show that these waves can be written as certain linear combinations of even Bessel functions of the first kind. We find exact and explicit formulae for these waves. We also show that the Toeplitz and Hankel waves are reflectionless on even, respectively odd, traversals of the domain. Our analysis naturally suggests a new method of computer simulation that allows control, so that it is possible to choose — in advance — the number of reflections. An attractive result that comes out of our analysis is the appearance of the well-known shift matrix, and also other matrices that might be thought of as Hankel versions of the shift matrix. By revealing the algebraic structure of the solution in terms of shift matrices, we make it clear how the Toeplitz and Hankel waves are indeed reflectionless at the boundary on even or odd traversals. Although the subject of the reflectionless boundary condition has a long history, we believe the point of view that we adopt here in terms of matrix functions is new.

Suggested Citation

  • Kevin Burrage & Pamela Burrage & Shev MacNamara, 2021. "The Reflectionless Properties of Toeplitz Waves and Hankel Waves: An Analysis via Bessel Functions," Research Paper Series 423, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Handle: RePEc:uts:rpaper:423
    DOI: 10.1016/j.amc.2020.125576
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    Keywords

    Toeplitz waves; Hankel waves; One–way waves; Bessel functions; Matrix functions;
    All these keywords.

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